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| From | "Sebastian van Baal" <s.vanbaal@arcor.de> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: Nonlinear ARMAX model |
| Date | Tue, 9 Mar 2010 17:55:14 +0100 |
Thank you both for your suggestions! My case appears to be different. I attempt to estimate a model such as this one: y[t]=b0+x[t]^b1+u[t] u[t]=b2*u[t-1]+e[t] My problem is more complicated and prevents me from linearizing it. In Eviews, I would enter something like this: y[t]=b0+x[t]^b1+u[t]+[AR(1)=b2] Can I enter something like this in Stata? Best regards Sebastian * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/